ASYMPTOTIC DYNAMICS OF HERMITIAN RICCATI DIFFERENCE EQUATIONS

In this paper, we consider the hermitian Riccati difference equations. Analogous to a Riccati differential equation, there is a connection between a Riccati difference equation and its associated linear difference equation. Based on the linear difference equation, we can obtain an explicit representation for the solution of the Riccati difference equation and define the extended solution. Further, we can characterize the asymptotic state of the extended solution and the rate of convergence. Constant equilibrium solutions, periodic solutions and closed limit cycles are exhibited in the investigation of asymptotic behavior of the hermitian Riccati difference equations.